From the decompositions of a stopping time to risk premium decompositions (Q4606382): Difference between revisions

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+W1506403397
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+.4312
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+On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration
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+Quelques applications de la théorie générale des processus. I
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+Hazard rate for credit risk and hedging defaultable contingent claims
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+Changes of filtrations and of probability measures
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+Modeling credit risk with partial information.
@@ Property / cites work: Modeling credit risk with partial information. / rank @@
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+Valuation of default-sensitive claims under imperfect information
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+Default times, no-arbitrage conditions and changes of probability measures
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+HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES
@@ Property / cites work: HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES / rank @@
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+A general version of the fundamental theorem of asset pricing
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+Q5658888
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+Q4174023
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+Q3915688
@@ Property / cites work: Q3915688 / rank @@
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+Term Structures of Credit Spreads with Incomplete Accounting Information
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+On Models of Default Risk
@@ Property / cites work: On Models of Default Risk / rank @@
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+PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION
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+DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM
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+Q5226700
@@ Property / cites work: Q5226700 / rank @@
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+Credit Risk Models with Incomplete Information
@@ Property / cites work: Credit Risk Models with Incomplete Information / rank @@
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+Information reduction via level crossings in a credit risk models
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+Semi-martingales et grossissement d'une filtration
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+Q4197827
@@ Property / cites work: Q4197827 / rank @@
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+Grossissements de filtrations: exemples et applications. Séminaire de Calcul Stochastique 1982/83, Université Paris VI
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+Q4936390
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+Temps d'arret stricts et martingales de sauts
@@ Property / cites work: Temps d'arret stricts et martingales de sauts / rank @@
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+An essay on the general theory of stochastic processes
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+Q4197826
@@ Property / cites work: Q4197826 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:4606382